Stochastic Storage Processes: Queues, Insurance Risk, Dams, and Data Communication (Stochastic Modelling and Applied Probability) by N.U. Prabhu
English | Sep. 27, 2012 | ISBN: 1461272602 | 217 Pages | PDF | 6 MB
A self-contained treatment of stochastic processes arising from models for queues, insurance risk, and dams and data communication, using their sample function properties. The approach is based on the fluctuation theory of random walks, L vy processes, and Markov-additive processes, in which Wiener-Hopf factorisation plays a central role.